STRATEGY VWAP MOMENTUM

20251204 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 4

Periodo: 2025-12-04 09:26:00 - 2025-12-04 22:59:00

Exposure Days: 1

Trades per Day: 4.00

Avg Duration: 170.25 min

Median Duration: 103.00 min

PERFORMANCE

Total Profit: $-4,055.00

Avg Profit: $-1,013.75

Median Profit: $-1,035.00

Std Profit: $562.54

Profit Factor: 0.00

WIN/LOSS

Win Rate: 0.0%

Winners / Losers: 0 / 3 (Ratio: N/A)

Gross Profit: $0.00

Gross Loss: $-4,055.00

Avg Winner: $0.00

Avg Loser: $-1,013.75

Avg Winner / Avg Loser: (Ratio: 1:0.00)

Largest Winner: $-485.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-2,555.00

Sharpe Ratio: -1.80

Sortino Ratio: -1.80

Ulcer Index: 111.24

EXIT REASONS

TARGET exits: 0 (0.0%)

STOP exits: 2 (50.0%)

EOD exits: 1 (25.0%)

LONG ENTRIES (BUY)

Total LONG: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-2,070.00

Avg P&L: $-1,035.00

SHORT ENTRIES (SELL)

Total SHORT: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,985.00

Avg P&L: $-992.50

CUMULATIVE P&L